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GP4Sim

GP4Sim is a series of plugins for the HeuristicLab optimization environment. They introduce three features:

  • Classes for the implementation of Genetic Programming optimzation problems within HeuristicLab, complementing the implementations for regression and classification problems HL offers out of the box.
  • A ready-to-use HL implementation for evolving genetic programming financial trading strategies
  • An Interpreter for GP trees making use of the C# Expression Tree feature

GP4Sim is entirely developed in C# and is intended to run on Windows systems only, just like HeuristicLab.
It requires .NET 4.5 or greater and HeuristicLab 3.3.13.

Installation

Prerequisites

From Sources

  • [Download] (https://github.com/lospooky/GP4Sim/archive/master.zip) the source OR clone the repo, git clone https://github.com/lospooky/GP4Sim.git
  • Open GP4Sim.sln with Visual Studio 2015 and for all packages fix the HeuristicLab references according to the path HeuristicLab is installed on your system
  • Build
  • Copy all the compiled .dlls in your HeuristicLab/bin directory

From Binaries

  • Download the compiled binaries, unzip and place in your HeuristicLab installation directory

Usage

First of all make sure HeuristicLab is detecting the GP4Sim plugins by checking HL's Plugin Manager
GP4Sim plugins should appear in there

Symbolic Trading Problem

From HeuristicLab, New Problem -> GP4Sim Symbolic Trading Problem
Explore and select available solution evaluators for trading problems:
Problem Pane -> Evaluator Node -> Set Value (Pencil)

Symbolic Tree Expression Tree Interpreter

From any problem type using symbolic trees, e.g. the built-in Symbolic Regression / Symbolic Classification problems, flag the Show Hiddden Parameters box
SymbolicExpressionTreeInterpreter -> Set Value (Pencil) -> Select GP4Sim SymbolicStateExpressionTreeInterpreter

Implement your own GP Simulation Problem Type

Build on top of the GP4Sim packages, just like I did for the Trading Problem

Documentation

Please check out each plugin's own README.md

Credits & License

blog.spook.ee/GP4Sim
© Simone Cirillo. 2016.
SynoShows is distributed under the MIT License.